The full list of supported functions in CVX is here. Check out the rel_entr
function in particular; that may help. If you cannot express your model in terms of these functions and according to the DCP ruleset, CVX cannot solve your problem.
The full list of supported functions in CVX is here. Check out the rel_entr
function in particular; that may help. If you cannot express your model in terms of these functions and according to the DCP ruleset, CVX cannot solve your problem.